The Person of Interest actress said that playing Diana Ross, Houston or a superhero would be her personal "dream roles".
"I would love to play a great icon, like Diana Ross. I would love to play Whitney Houston, but I just think it's too soon," she told Collider.
"I would love to play a superhero. I wish I could be in The Avengers, kicking butt."
Henson added that she also hopes to appear in more comedic roles in the future, after starring in many "serious" roles.
"I would like to star in my own romantic comedy," she said. "I would like to do more comedy. I'm so tired of being so serious. I'm really silly. That's the thing that people don't get. I think I'm a stronger comedic actress than I am a dramatic actress. I'm not really pigeonholed, but I'm known for drama.
"I do comedy so easily, and people relate to my humour. I'll be glad because I don't have to stay sexy and young forever. I don't care if I'm big, as long as I'm funny."
Henson recently signed up for upcoming thriller No Good Deed alongside Idris Elba.
She stars as Detective Carter in Person of Interest, which airs on Thursdays at 10pm on CBS.
The action series, also starring Jim Caviezel and Michael Emerson, has performed well in its first season and will air its finale on May 17.